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Off-Balance Sheet Exposures

C 33/2015 GUI Effective from 1/12/2015
  1. 170) 5% RSF factor of the currently undrawn portion
    1. a) Irrevocable and conditionally revocable credit and liquidity facilities for any client
    2. b) Trade finance related obligations (including guarantees and letters of credit)
  2. 171) 10% RSF factor
    1. a) Non-contractual obligations such as potential requests for debt repurchases of the banks own debt, structured products where the bank has to maintain liquidity and managed funds where there is a commitment to maintain stability
  3. 172) 20% RSF factor
    1. a) Guarantees and letters of credit unrelated to trade finance obligations